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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Option pricing theory"
~subject:"Zinsstruktur"
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Option pricing theory
Zinsstruktur
Theorie
70
Theory
70
Optionspreistheorie
14
Yield curve
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Schätztheorie
5
CAPM
4
Option trading
4
Optionsgeschäft
4
Cointegration
3
Einheitswurzeltest
3
Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
Regression analysis
3
Regressionsanalyse
3
Statistical distribution
3
Statistische Verteilung
3
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Type of publication
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Book / Working Paper
24
Type of publication (narrower categories)
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Arbeitspapier
23
Graue Literatur
23
Non-commercial literature
23
Working Paper
23
Language
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English
24
Author
All
Mikkelsen, Peter
3
Taulbjerg, Jes
3
Di Miscia, Orazio
2
Strunk Hansen, Charlotte
2
Busch, Thomas
1
Christensen, Bent Jesper
1
Christensen, Claus Vorm
1
Christiansen, Charlotte
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Nicolato, Elisa
1
Peskir, Goran
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Schmid, Wolfgang
1
Shin Jensen, Malene
1
Stegenborg Larsen, Kristian
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Tzotchev, Dobromir
1
Venardos, Emmanouil
1
Širjaev, Alʹbert N.
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
101
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
Ekonomiska forskningsinstitutet <Stockholm>
13
Svenska Handelshögskolan <Helsinki>
8
Weierstraß-Institut für Angewandte Analysis und Stochastik
8
Banque de France / Direction des Etudes Economiques et de la Recherche
6
University of Exeter / Department of Economics
6
Center for Economic Research <Tilburg>
5
Federal Reserve Bank of San Francisco
5
Johannes Gutenberg-Universität Mainz
5
Verlag Dr. Kovač
5
Bonn Graduate School of Economics
4
Federal Reserve System / Division of Research and Statistics
4
Springer Fachmedien Wiesbaden
4
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
4
Birkbeck College / Department of Economics
3
Centre of Financial Studies
3
Chambre de commerce et d'industrie de Paris
3
Institute of Finance and Accounting <London>
3
International Center for Financial Asset Management and Engineering
3
Rodney L. White Center for Financial Research
3
Associazione Operatori Bancari in Titoli
2
Australian National University / Faculty of Economics and Commerce
2
Centre for Economic Policy Research
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Erasmus Research Institute of Management
2
Eric Cuvillier <Firma>
2
Federal Reserve Bank of New York
2
Goethe-Universität Frankfurt am Main
2
Hochschule für Bankwirtschaft
2
Springer-Verlag GmbH
2
State University of New York at Albany / Department of Economics
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
The Wharton Financial Institutions Center
2
Transportation, Water, and Telecommunications Department, The World Bank
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Universität Hannover / Wirtschaftswissenschaftliche Fakultät
2
Universität Passau / Wirtschaftswissenschaftliche Fakultät
2
Universität Zürich / Institut für Schweizerisches Bankwesen
2
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
24
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ECONIS (ZBW)
24
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Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
2
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
Saved in:
3
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
4
New evidence on the implied-realized volatility relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
5
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
6
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
Saved in:
7
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
8
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
9
A note on the call-put parity and a call-put duality
Peskir, Goran
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560014
Saved in:
10
Implied loss distributions for catastrphe insurance derivates
Christensen, Claus Vorm
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560031
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